CME Australian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8573 |
0.8667 |
0.0094 |
1.1% |
0.8460 |
| High |
0.8688 |
0.8716 |
0.0028 |
0.3% |
0.8613 |
| Low |
0.8567 |
0.8629 |
0.0062 |
0.7% |
0.8444 |
| Close |
0.8677 |
0.8662 |
-0.0015 |
-0.2% |
0.8579 |
| Range |
0.0121 |
0.0087 |
-0.0034 |
-28.1% |
0.0169 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
69,511 |
71,212 |
1,701 |
2.4% |
160,852 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8930 |
0.8883 |
0.8710 |
|
| R3 |
0.8843 |
0.8796 |
0.8686 |
|
| R2 |
0.8756 |
0.8756 |
0.8678 |
|
| R1 |
0.8709 |
0.8709 |
0.8670 |
0.8689 |
| PP |
0.8669 |
0.8669 |
0.8669 |
0.8659 |
| S1 |
0.8622 |
0.8622 |
0.8654 |
0.8602 |
| S2 |
0.8582 |
0.8582 |
0.8646 |
|
| S3 |
0.8495 |
0.8535 |
0.8638 |
|
| S4 |
0.8408 |
0.8448 |
0.8614 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9052 |
0.8985 |
0.8672 |
|
| R3 |
0.8883 |
0.8816 |
0.8625 |
|
| R2 |
0.8714 |
0.8714 |
0.8610 |
|
| R1 |
0.8647 |
0.8647 |
0.8594 |
0.8681 |
| PP |
0.8545 |
0.8545 |
0.8545 |
0.8562 |
| S1 |
0.8478 |
0.8478 |
0.8564 |
0.8512 |
| S2 |
0.8376 |
0.8376 |
0.8548 |
|
| S3 |
0.8207 |
0.8309 |
0.8533 |
|
| S4 |
0.8038 |
0.8140 |
0.8486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8716 |
0.8481 |
0.0235 |
2.7% |
0.0092 |
1.1% |
77% |
True |
False |
70,247 |
| 10 |
0.8716 |
0.8312 |
0.0404 |
4.7% |
0.0103 |
1.2% |
87% |
True |
False |
43,853 |
| 20 |
0.8716 |
0.8145 |
0.0571 |
6.6% |
0.0114 |
1.3% |
91% |
True |
False |
23,556 |
| 40 |
0.8716 |
0.8046 |
0.0670 |
7.7% |
0.0105 |
1.2% |
92% |
True |
False |
11,861 |
| 60 |
0.8716 |
0.7615 |
0.1101 |
12.7% |
0.0095 |
1.1% |
95% |
True |
False |
7,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9086 |
|
2.618 |
0.8944 |
|
1.618 |
0.8857 |
|
1.000 |
0.8803 |
|
0.618 |
0.8770 |
|
HIGH |
0.8716 |
|
0.618 |
0.8683 |
|
0.500 |
0.8673 |
|
0.382 |
0.8662 |
|
LOW |
0.8629 |
|
0.618 |
0.8575 |
|
1.000 |
0.8542 |
|
1.618 |
0.8488 |
|
2.618 |
0.8401 |
|
4.250 |
0.8259 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8673 |
0.8644 |
| PP |
0.8669 |
0.8627 |
| S1 |
0.8666 |
0.8609 |
|